I also confirmed the warning message (I'm on v5.12.2).

But, it only seems to happen with the # delimiters. If I use other delimiters, I get no warnings:

$ perl -wE '$foo{a}=1; $foo{b}=2; say join",", @foo{qw{a b}}'
1,2
$ perl -wE '$foo{a}=1; $foo{b}=2; say join",", @foo{qw/a b/}'
1,2
$ perl -wE '$foo{a}=1; $foo{b}=2; say join",", @foo{qw(a b)}'
1,2
$ perl -wE '$foo{a}=1; $foo{b}=2; say join",", @foo{qw#a b#}'
Scalar value @foo{qw#a b#} better written as $foo{qw#a b#} at -e line 
+1.
1,2
$
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Results are similar on v5.8.9 (using print instead of say).

Update: Here is a quote from qw -> Quote Like Operators:

A common mistake is to try to separate the words with comma or to put comments into a multi-line qw-string. For this reason, the use warnings pragma and the -w switch (that is, the $^W variable) produces warnings if the STRING contains the "," or the "#" character.

It is probably best to avoid # delimiters with qw.